Skip to main content

Home/ Economia-finanzas-banca-política/ Group items tagged base

Rss Feed Group items tagged

anonymous

Saxo Bank ejecuta la primera operación de divisas de la historia durante un s... - 0 views

  •  
    El especialista en trading e inversión online ha desarrollado con éxito la operación durante una caída libre, a través de la nueva aplicación de SaxoTrader para iPhone y Android.
Adalberto Palma

Lex Defining G-SIBs and additional loss absorbency requts 2011.08.12 - 0 views

  • Cross-jurisdictional activity.
  • the greater the global reach of a bank, the more difficult it is to coordinate its resolution and the more widespread the effects of its failure.
  • Cross-jurisdictional claims
  • ...58 more annotations...
  • Cross-jurisdictional liabilities.
  • take into account the liabilities of all offices of the relevant bank to entities outside the home market and include all liabilities to non-residents of its home jurisdiction.
  • international banks’ activities outside their home jurisdiction
  • Size.
  • bank’s distress or failure is more likely to damage the global economy or financial markets if its activities comprise a large share of global activity.
  • ts failure is therefore more likely to damage confidence in the global financial system
  • Interconnectedness
  • contagion in respect of other institutions depending on the network of contractual obligations in which it operates.
  • Intra-financial system assets.
  • Intra-financial system liabilities
  • Wholesale funding ratio.
  • Substitutability.
  • systemic impact of a bank’s distress or failure is expected to be negatively related to the substitutability of its services.
  • lack of realistic alternatives to a major business line
  • Assets under custody
  • disrupt the operation of financial market
  • Payments cleared and settled through payment systems
  • these institutions and customers may be unable to process payments immediately, affecting their liquidity.
  • Value of underwritten transactions in debt and equity markets
  • impede new securities issuance.
  • Complexity.
  • failure is likely to be greater, the more complex its business, structure, and operations are.
  • Notional value of OTC derivatives.
  • Level 3 assets.
  • Trading book value and “available for sale” value.
  • The BCBS provides some opportunity for individual supervisors of banks to make adjustments to a bank's G-SIB criteria determined by reference to the above criteria but states that it believes the bar for any such adjustment should be high, and it only expects such adjustments in exceptional cases.
  • continuing review of banks against the relevant indicators,
  • not proposing to develop a fixed list of G-SIBs. Banks could therefore migrate in and out of SIB status over time
  • G-SIBs, each bank will grouped into a category of systemic importance based on its score under the indicator based test specified above.
  • there will be 28 G-SIBs
  • Assessment Methodology
  • “indicator based measurement approach”
  • Each of these indicators is given a 20% weighting and, as specified below, most of the indicators are made up of two or more sub-indicators
  • Each indicator’s score is then aggregated.
  • Agency problem
  • Shareholder discipline.
  • Contingent capital holder discipline.
  • Market information.
  • Cost effectiveness.
  • Trigger failure.
  • Cost effectiveness.
  • Complexity.
  • Adverse signalling.
  • Negative shareholder incentives.
  • contingent capital should not be capable of meeting the additional loss absorbency requirement for G-SIBs
  • for consideration at the next G-20 meeting in November 2011, and it is expected they will be endorsed at such meeting.
  • 28 banks will initially be specified as G-SIBs
  • The effect on such banks will, however, be significant
  • the common equity requirement for the largest global banks increasing from the current 2% of risk weighted assets to 9.5% (and potentially 10.5%)
  • G-SIBs will have some time to plan for the new loss absorbency requirement. The BCBS is proposing that the requirement will be phased in at the same time as the new capital conservation and countercyclical buffers between 1 January 2016, becoming fully effective at the start of 2019
  • the minimum “cut-off score” in relation to which banks will be regarded as G-SIBs will be set by 1 January 2014, and national jurisdictions will be expected to incorporate the new rules into legislation by 1 January 2015.
  • new Basel III framework at the end of 2010, the BCBS mandated all banks to hold significantly more capital than is currently the case as well as introducing new leverage and liquidity ratios
  • The Basel III rules apply to all banks. In addition, the FSB and the BCBS have been considering additional rules to apply to the largest global banks to deal with concerns that such banks are regarded as too big to fail
  • Basel Committee on Banking Supervision (“BCBS”) and the Financial Stability Board (“FSB”) published two papers relating to entities regarded as globally systemic important financial institutions (“G-SIFIs”)
  • Additional Loss Absorbency Requirement
  • Background
  • y.   Cons
  • : Pros
anonymous

Los artículos más leídos en noviembre en Sala de Inversión América - 0 views

  •  
    Recopilación de las notas que más interés despertaron en los lectores del portal especializado en finanzas a lo largo del mes que termina hoy, en base a la cantidad de visitas registradas. Noviembre ha sido, a juzgar por las visitas registradas en el sitio web, el mes del petróleo.
anonymous

Idea de trading con el cruce de divisas euro-yen (EURJPY) - 0 views

  •  
    Los niveles actuales son cada vez más negativos tanto en base la diaria como semanal, lo que indica que el interés de venta se está fortaleciendo. Entonces, PIA First apunta a una idea bajista, por debajo de 99,42.
anonymous

Los artículos más visitados en 2011 en Sala de Inversión América - 0 views

  •  
    Recopilación de las notas que más interés despertaron en los lectores del portal especializado en finanzas a lo largo del año que termina mañana, en base a la cantidad de visitas registradas.
anonymous

Los artículos más visitados en enero de 2012 en Sala de Inversión América - 0 views

  •  
    Recopilación de las notas que más interés despertaron entre los lectores del portal especializado en finanzas a lo largo del mes que termina hoy, en base a la cantidad de visitas registradas en el sitio web.
anonymous

Las señales técnicas indican mayores bajas para las acciones mexicanas - 0 views

  •  
    Según el experto de MetAnálisis, técnicamente el Índice de Precios y Cotizaciones sigue marcando baja en base a la formación de promedios móviles. De no producirse un rebote el IPC buscará el siguiente soporte en los 35.000 puntos.
anonymous

La caída de las acciones mexicanas rebasa las expectativas - 0 views

  •  
    Según el experto de MetAnálisis, la fuerte caída de la Bolsa de México en base al temor a una nueva recesión económica no está justificada, sobretodo si consideramos que la mayoría de las acciones están sobre vendidas.
anonymous

Los artículos más leídos en septiembre en Sala de Inversión América - 0 views

  •  
    Recopilación de las notas que más interés despertaron en los lectores del portal de Internet a lo largo del mes que termina hoy, en base a la cantidad de visitas registradas.
anonymous

Los artículos más leídos en agosto en Sala de Inversión América - 0 views

  •  
    Recopilación de las notas que más interés despertaron en los lectores del portal de Internet a lo largo del mes de agosto, en base a la cantidad de visitas registradas.
anonymous

Los artículos más leídos en octubre en Sala de Inversión América - 0 views

  •  
    Recopilación de las notas que más interés generaron en los lectores del portal de Internet a lo largo del mes que termina hoy, en base a la cantidad de visitas registradas.
Adalberto Palma

FT Banks need to compete in good behavior 2010.09.09 - 0 views

  • “This awful summer? We’ve only ourselves to blame ...” S
  • Banks need to compete on good behaviour
  • opportunity to right this.
  • ...19 more annotations...
  • few now expect anything better from our banks.
  • Barclays
  • Much has been written about culture and values in banking.
  • our banks have become degenerate any less off beam?
  • Bankers and politicians
  • roups held in equally low esteem by the public.
  • could lead to a rule-based industry and codified moral rectitude.
  • António Horta-Osório, Lloyds’ chief executive, last week called for an end to the sales culture in banking that has driven so many scandals.
  • Sir John Vickers gave clear recommendations on the industry’s structure,
  • Anthony Saltz,
  • ead a review of the bank’s “values, principles and standards of operation”.
  • Bank boards and executive teams elsewhere know they must respond to such calls.
  • hold bank boards accountable as custodians of a healthy culture.
  • he word culture, when applied to banks, is almost always connected to pay – as in “bonus culture” or “culture of greed”
  • but by good human behaviour and it will be rooted in the legitimate expectations of a bank’s clients, shareholders, regulators and employees – not to mention the needs of society
  • the strongest source of competitive advantage in future will be how people behave when no one is looking. Organisations made up of talented people with the right values will be most likely to outperform.
  • reasons for hope
  • The Vickers commission achieved
  • political consensus.
1 - 13 of 13
Showing 20 items per page